Financial Derivatives
Author | : Keith Redhead |
Publisher | : |
Total Pages | : 404 |
Release | : 1997 |
ISBN-10 | : PSU:000032901672 |
ISBN-13 | : |
Rating | : 4/5 (72 Downloads) |
Download or read book Financial Derivatives written by Keith Redhead and published by . This book was released on 1997 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete, highly accessible introduction to futures, forwards, options and swaps. Covers stock index futures, and short- and long-term interest rate futures. Discusses advanced strategies, including currency forwards and futures, options, arbitrage, Black-Scholes and Binomial option pricing models. Discusses swaps. Presents numerous examples and worked "activities" to illustrate techniques and facilitate self-assessment. Undergraduate and postgraduate introductory courses in financial derivatives, financial markets, institutions and investments.